-45.2%
TCOM vs FIGR
-0.1%
-45.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -10.7% | +25.2% | -35.9% | -11.3% |
| 3M | -14.6% | +14.8% | -29.4% | -15.1% |
| 6M | -19.3% | +17.9% | -37.3% | -19.9% |
| YTD | -42.9% | -11.9% | -31.0% | -43.3% |
| All | -45.2% | -0.1% | -45.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling